Programme

SEMINAR

7/8 Mar 2019 in Vienna

An Introduction to Economic Scenario Generators and their Validation

Thursday, 07 March 2019

08:45 - 09:00 Registration
09:00 - 09:15 Introduction & welcome (EAA)
09:15 - 10:45 Simulation of Random Simulation of Random Numbers: Basic Recipes from ESG Kitchen
10:45 - 11:15 Coffee Break
11:15 - 12:45 Risk Neutral ESG: Equity Modelling
12:45 - 13:45 Lunch
13:45 - 15:15 Risk-Neutral ESG: Interest Rate Modelling
15:15 - 15:45 Coffee Break
15:45 - 17:00 Real-World Scenarios: Introduction and Case Study
18:30 Dinner (approx.)

Friday, 08 March 2019

09:00 - 10:30 ESG Validation
10:30 - 11:00 Coffee Break
11:00 - 12:30 ESG Rebasing, or How You Get More For Less
12:30 - 13:30 Lunch
13:30 - 15:10 Daily Solvency Monitoring: Case Study from a UK Internal Model Firm
15:10 - 15:15 Concluding remarks, closing of seminar (EAA)

Seminar Details

Programme

CPD Credits

Participant Feedback

4.4 of 5 Points

Venue & Accommodation

The seminar will take place at the

Hotel & Palais Strudlhof
Pasteurgasse 1
1090 Vienna, Austria
Phone: +43 1 319 2522
http://www.strudlhof.at/en/

We have arranged special prices for accommodation. The special rate is 99 € per night including breakfast, VAT and wireless LAN. It is valid for bookings by 19 February 2019 out of our allotment “EAA Seminar”. Our allotment includes a limited number of rooms. Kindly book your accommodation directly with the hotel by sending an e-mail to hotel@strudlhof.at, and note the hotel’s cancellation policy.

Gallery

Sponsor

CLASSIC Sponsor of the Seminar